+117.8%
TNA vs CDW
-29.2%
+147.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | +2.6% |
| 7D | +4.1% | -3.9% | +7.9% | +7.0% |
| 30D | -7.6% | +6.9% | -14.5% | -13.1% |
| 3M | +8.1% | +7.7% | +0.4% | -2.0% |
| 6M | +49.0% | +18.3% | +30.7% | +12.4% |
| YTD | +51.7% | +7.8% | +44.0% | +25.9% |
| 1Y | +59.6% | -12.2% | +71.8% | +72.9% |
| All | +117.8% | -29.2% | +147.0% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling